Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,719 |
8,559 |
-160 |
-1.8% |
8,594 |
High |
8,792 |
8,680 |
-112 |
-1.3% |
9,005 |
Low |
8,491 |
8,191 |
-300 |
-3.5% |
8,191 |
Close |
8,570 |
8,664 |
94 |
1.1% |
8,664 |
Range |
301 |
489 |
188 |
62.5% |
814 |
ATR |
446 |
449 |
3 |
0.7% |
0 |
Volume |
5,802 |
121,721 |
115,919 |
1,997.9% |
131,175 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,979 |
9,810 |
8,933 |
|
R3 |
9,490 |
9,321 |
8,799 |
|
R2 |
9,001 |
9,001 |
8,754 |
|
R1 |
8,832 |
8,832 |
8,709 |
8,917 |
PP |
8,512 |
8,512 |
8,512 |
8,554 |
S1 |
8,343 |
8,343 |
8,619 |
8,428 |
S2 |
8,023 |
8,023 |
8,574 |
|
S3 |
7,534 |
7,854 |
8,530 |
|
S4 |
7,045 |
7,365 |
8,395 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,062 |
10,677 |
9,112 |
|
R3 |
10,248 |
9,863 |
8,888 |
|
R2 |
9,434 |
9,434 |
8,813 |
|
R1 |
9,049 |
9,049 |
8,739 |
9,242 |
PP |
8,620 |
8,620 |
8,620 |
8,716 |
S1 |
8,235 |
8,235 |
8,590 |
8,428 |
S2 |
7,806 |
7,806 |
8,515 |
|
S3 |
6,992 |
7,421 |
8,440 |
|
S4 |
6,178 |
6,607 |
8,216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,005 |
8,191 |
814 |
9.4% |
348 |
4.0% |
58% |
False |
True |
26,235 |
10 |
9,005 |
8,100 |
905 |
10.4% |
406 |
4.7% |
62% |
False |
False |
13,386 |
20 |
9,005 |
7,398 |
1,607 |
18.5% |
443 |
5.1% |
79% |
False |
False |
6,921 |
40 |
9,612 |
7,398 |
2,214 |
25.6% |
489 |
5.6% |
57% |
False |
False |
3,542 |
60 |
11,540 |
7,398 |
4,142 |
47.8% |
529 |
6.1% |
31% |
False |
False |
2,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,758 |
2.618 |
9,960 |
1.618 |
9,471 |
1.000 |
9,169 |
0.618 |
8,982 |
HIGH |
8,680 |
0.618 |
8,493 |
0.500 |
8,436 |
0.382 |
8,378 |
LOW |
8,191 |
0.618 |
7,889 |
1.000 |
7,702 |
1.618 |
7,400 |
2.618 |
6,911 |
4.250 |
6,113 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,588 |
8,617 |
PP |
8,512 |
8,571 |
S1 |
8,436 |
8,524 |
|